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DZ Bank Call 25 F3C 20.12.2024/  DE000DW83VJ6  /

EUWAX
2024-05-29  8:16:19 AM Chg.0.000 Bid9:44:36 AM Ask9:44:36 AM Underlying Strike price Expiration date Option type
0.400EUR 0.00% 0.390
Bid Size: 150,000		 0.410
Ask Size: 150,000		 SFC ENERGY AG 25.00 - 2024-12-20 Call
 

Master data

WKN: DW83VJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SFC ENERGY AG
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.34
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.39
Parity: -0.10
Time value: 0.45
Break-even: 29.50
Moneyness: 0.96
Premium: 0.23
Premium p.a.: 0.44
Spread abs.: 0.06
Spread %: 15.38%
Delta: 0.58
Theta: -0.01
Omega: 3.12
Rho: 0.05
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month  
+135.29%
3 Months  
+135.29%
YTD  
+21.21%
1 Year
  -49.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 0.470 0.170
6M High / 6M Low: 0.470 0.130
High (YTD): 2024-05-21 0.470
Low (YTD): 2024-03-06 0.130
52W High: 2023-06-15 0.910
52W Low: 2024-03-06 0.130
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   40.323
Avg. price 1Y:   0.411
Avg. volume 1Y:   58.594
Volatility 1M:   162.22%
Volatility 6M:   162.20%
Volatility 1Y:   138.38%
Volatility 3Y:   -